-31.5%
XYL vs RGEN
+19.5%
-51.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +14.5% | -3.5% | +18.0% | +15.0% |
| 30D | -1.3% | -6.0% | +4.6% | -0.7% |
| 3M | -17.0% | +19.0% | -35.9% | -20.1% |
| 6M | -11.3% | +50.7% | -62.1% | -18.4% |
| YTD | -25.0% | +8.8% | -33.7% | -27.3% |
| 1Y | -31.5% | +21.3% | -52.8% | -34.9% |
| All | -31.5% | +19.5% | -51.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling